Stochastic methods
C. W. Gardiner
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Last edited by Clean Up Bot
December 22, 2020 | History

Stochastic methods

a handbook for the natural and social sciences

4th ed.
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This edition was published in by Springer in Berlin.

Written in English

447 pages

This is a fourth edition of the classic text "A Handbook of Stochastic Methods" which
has been significantly augmented, thoroughly revised, and restructured to
accomodate the new material within a systematic logical framework. This new
edition adheres the original aim: "to make available in simple language and
deductive form, the many formulae and methods that can be found in the
literature on stochastic methods."

A new chaper on the applications of stochastic methods in finance provides
an introduction to this field using the same simple kind of language as the
other parts of the book. This chapter also includesn introduction to Lévy
processes, which have found to be very useful in simulating financial
systems, where more accuracy is required than is available from simple
Brownian motion models. New material is also provided on the approach to
the white noise limit, on the applications of Poisson representation
methods to population dynamics, and on several other applications of
stochastic methods.

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Edition Availability
Cover of: Stochastic methods
Stochastic methods: a handbook for the natural and social sciences
2009, Springer
in English - 4th ed.

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Stochastic methods

a handbook for the natural and social sciences

First published in 2009



Work Description

This is a fourth edition of the classic text "A Handbook of Stochastic Methods" which
has been significantly augmented, thoroughly revised, and restructured to
accomodate the new material within a systematic logical framework. This new
edition adheres the original aim: "to make available in simple language and
deductive form, the many formulae and methods that can be found in the
literature on stochastic methods."

A new chaper on the applications of stochastic methods in finance provides
an introduction to this field using the same simple kind of language as the
other parts of the book. This chapter also includesn introduction to Lévy
processes, which have found to be very useful in simulating financial
systems, where more accuracy is required than is available from simple
Brownian motion models. New material is also provided on the approach to
the white noise limit, on the applications of Poisson representation
methods to population dynamics, and on several other applications of
stochastic methods.

Stochastic methods

a handbook for the natural and social sciences

4th ed.

This edition was published in by Springer in Berlin.


Edition Notes

Rev. ed. of: Handbook of stochastic methods for physics, chemistry, and the natural sciences. 3rd ed. c2004.

Includes bibliographical references (p. [429]-433) and indexes.

Series
Springer series in synergetics, Springer complexity

Classifications

Library of Congress
QA274 .G37 2009, QC174.7-175.36HB1-84

The Physical Object

Pagination
xvii, 447 p. :
Number of pages
447

ID Numbers

Open Library
OL23235066M
ISBN 13
9783540707127
LC Control Number
2008936877
Goodreads
6508254

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Download catalog record: RDF / JSON / OPDS | Wikipedia citation
December 22, 2020 Edited by Clean Up Bot import existing book
October 9, 2020 Edited by ImportBot import existing book
August 1, 2020 Edited by ImportBot import existing book
July 16, 2010 Edited by WorkBot add editions to new work
May 28, 2009 Created by ImportBot Imported from Library of Congress MARC record.